-10.6%
BITO vs SBAC
-40.6%
+30.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.6% |
| 7D | -5.8% | -5.3% | -0.5% | -4.5% |
| 30D | +21.1% | +0.4% | +20.7% | +21.0% |
| 3M | +23.5% | -11.9% | +35.4% | +27.1% |
| 6M | +8.3% | -4.5% | +12.7% | +8.4% |
| YTD | -13.9% | -4.3% | -9.5% | -14.1% |
| 1Y | -34.5% | -3.9% | -30.6% | -34.9% |
| 3Y | +147.0% | -11.0% | +158.0% | +141.0% |
| All | -10.6% | -40.6% | +30.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling